The present study focuses on the encapsulation process of Oregano essential oil (OEO) in biopolymeric matrices, intended to be used in functional feed applications. OEO is extracted from the Mediterranean medicinal plant Origanum vulgare, and possesses remarkable preservative, antioxidant, antimicrobial and therapeutic properties, attributed to its bioactive compounds. However, most of these substances are considered sensitive and unstable, resulting in nutritional losses and impairment of their commercialization and export. The objective of this study is to investigate an effective strategy to address these challenges, while improving bio-efficacy and stability. For this reason, OEO was primarily analyzed by GC-MS and HPLC methods in order to quantify and qualify all target compounds, and then subjected to encapsulation through the innovative electrohydrodynamic process, using biopolymeric matrices of whey protein isolate (WPI), pullulan (pul), and zein (ZN), composing structures with controlled and targeted release of OEO. Several process parameters (solution flow rate, applied voltage, tip-to-collector distance) were studied for various matrice solutions, in order to optimize the apparatus’ function and the production of the particles. The results of this investigation showed that most of the solutions were within the recommended ranges to be electrospun, except for some samples that did not exhibit stability when OEO was added. Furthermore, a morphological and structural characterization was carried out. The encapsulation efficiency of the developed structures was evaluated by detecting OEO that was not successfully encapsulated using suitable solvent systems. The indirect quantification of OEO was achieved by Total Phenolic Content (TPC) determination by the Folin–Ciocalteu method. The morphology of structures was characterized and then related to the properties of each tested solution. The optimum developed fibers of each matrice solution were further evaluated and compared. More specifically, WPI:pul (30:70)%w/w fibers, presented homogeneous morphology; smooth and continuous fibers of random orientation, and higher encapsulation efficiency than ZN structures. Microfibers produced using ZN solution 20% w/w in EtOH:H2O (90:10 v/v), were not equally satisfactory, since agglomerates and spherical formations (beads) were observed, making the sample less desirable. The present study, demonstrates the feasibility of OEO’s encapsulation through electrohydrodynamic processing, using biopolymer matrice solutions, contributing to the effort towards the elimination of synthetic feed additives in animal diets, through a sustainable approach for both environment and industry.